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Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory - MaRDI portal

Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925)

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Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
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    Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (English)
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    27 April 2022
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    weak asymptotics
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    randomly weighted sum
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    conditional dependence
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    dominant variation
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    ruin probability
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